Velilla, Santiago
(as bibtex)
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Articles (19)
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Velilla, Santiago.
A note on the structure of the quadratic subspace in discriminant analysis.
Statistics & Probability Letters
2012.
82:739-747
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Velilla, Santiago.
On the structure of the quadratic subspace in discriminant analysis.
Journal of Multivariate Analysis
2010.
101:1239-1251
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Velilla, Santiago.
A Method for Dimension Reduction in Quadratic Classification Problems.
Journal of Computational and Graphical Statistics
2008.
17:572-589
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Ubierna, Andres, Ubierna, Andrés, Velilla, Santiago.
A goodness-of-fit process for ARMA(p, q) models based on a modified residual autocorrelation sequence.
Journal of Statistical Planning and Inference
2007.
137:2903-2919
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Barrios, M. Pilar, Velilla, Santiago.
A bootstrap method for assessing the dimension of a general regression problem.
Statistics & Probability Letters
2007.
77:247-255
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Ubierna, Andres, Ubierna, Andrés, Velilla, Santiago.
A goodness-of-fit process for ARMA(p, q) models based on a modified residual autocorrelation sequence.
Journal of Statistical Planning and Inference
2007.
137:2903-2919
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Hernández, Adolfo, Velilla, Santiago.
Dimension reduction in nonparametric kernel discriminant analysis.
Journal of Computational and Graphical Statistics
2005.
14:847-866
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Velilla, Santiago, Hernández, Adolfo.
On the consistency properties of linear and quadratic discriminant analyses.
Journal of Multivariate Analysis
2005.
96:219-236
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Velilla, Santiago.
Comment on ``An adaptive estimation of dimension reduction space'' (Pkg: p363-410).
Journal of the Royal Statistical Society, Series B: Statistical Methodology
2002.
64:391-391
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Velilla, Santiago.
On the bootstrap in misspecified regression models.
Computational Statistics & Data Analysis
2001.
36:227-242
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Velilla, Santiago.
A note on the behaviour of residual plots in regression.
Statistics & Probability Letters
1998.
37:269-278
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Velilla, Santiago.
Assessing the number of linear components in a general regression problem.
Journal of the American Statistical Association
1998.
93:1088-1098
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Velilla, Santiago.
Diagnostics and robust estimation in multivariate data transformations.
Journal of the American Statistical Association
1995.
90:945-951
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Velilla, Santiago.
A goodness-of-fit test for autoregressive moving-average models based on the standardized sample spectral distribution of the residuals.
Journal of Time Series Analysis
1994.
15:637-647
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Velilla, Santiago, Barrio, Juan A..
A discriminant rule under transformation.
Technometrics
1994.
36:348-353
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Velilla, Santiago.
A note on the multivariate Box-Cox transformation to normality.
Statistics & Probability Letters
1993.
17:259-263
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Velilla, Santiago.
Quantile-based estimation for the Box-Cox transformation in random samples.
Statistics & Probability Letters
1993.
16:137-145
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Velilla, Santiago.
On eigenvalues, case deletion and extremes in regression.
Computational Statistics & Data Analysis
1993.
16:299-309
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Velilla, Santiago.
Simultaneous obtainment of multicollinearity and influential observations (Spanish).
Estadística Española
1988.
117:83-98